Research output: Contribution to journal › Article › peer-review
We consider the kinetic energy of the taut strings accompanying trajectories of a Wiener process and a random walk. Under certain assumptions on the band width, it is shown that the energy of a taut string accompanying a random walk within a band satisfies the same strong law of large numbers as proved earlier for a Wiener process and a fixed band width. New results for Wiener processes are also obtained.
| Original language | English |
|---|---|
| Pages (from-to) | 9-23 |
| Number of pages | 15 |
| Journal | Probability and Mathematical Statistics |
| Volume | 41 |
| Issue number | 1 |
| DOIs | |
| State | Published - 2021 |
ID: 84618196